
Theorem 10 in [1]} implies that with probability at least \(1-\delta \)
\(\sqrt{\mathrm {Var}_{\hat{\mathbb {P}}_T}(\ell (x,\xi ))}\le \sqrt{\mathrm {Var}_{\mathbb {P}}(\ell (x,\xi ))} + \sqrt{\frac{2K\ln 1/\delta }{T}}.\) 
